They did - there was a wooden 'spool' that was cut to fit the round and they were held in place by a glued paper strip, or a brass one.
They were called the 'Kelton Pistol Pack' and they were invented by Brevet Brigadier General John C. Kelton, who was granted two Patents - #331,891 - issued on December 8, 1885, and # 394,373 - issued December 11, 1889.
A similar device was manufactured by Colt - Patent # 402,424 granted to Carl J. Ehbets - and was patented on April 30, 1889 - and they were sold to the Navy, along with the Model 1889 .38 revolvers.
No record of the number that Colt made, but it's doubtful there were many produced, and though they made 200 of the 'Kelton Pistol Packs' for Trials with the Schofield - none were adopted - none were made for civilian use.
Back then, as now - the primary weapon was the long gun.
Vaya,
Scouts Out!